| | |
| | | from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager |
| | | from log_module import async_log_util |
| | | from third_data import kpl_data_manager, block_info |
| | | from trade.deal_big_money_manager import DealComputeProgressManager |
| | | from utils import global_util, ths_industry_util, tool |
| | | import l2_data_util |
| | | from db import redis_manager_delegate as redis_manager |
| | |
| | | __WhiteListCodeManager = l2_trade_util.WhiteListCodeManager() |
| | | __WantBuyCodesManager = gpcode_manager.WantBuyCodesManager() |
| | | __TradeTargetCodeModeManager = TradeTargetCodeModeManager() |
| | | __DealComputeProgressManager = DealComputeProgressManager() |
| | | __TradeOrderIdManager = trade_huaxin.TradeOrderIdManager() |
| | | |
| | | # 获取代码评分 |
| | |
| | | buy_progress_index = buyno_map[buy_no]["index"] |
| | | break |
| | | |
| | | |
| | | if buy_progress_index is not None: |
| | | # 获取执行位时间 |
| | | buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache( |
| | |
| | | async_log_util.info(logger_l2_trade_buy_queue, "获取成交位置成功: code-{} index-{}", code, |
| | | buy_progress_index) |
| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
| | | if buy_exec_index: |
| | | if buy_exec_index and buy_exec_index > -1: |
| | | m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code) |
| | | need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code, |
| | | buy_progress_index, |
| | |
| | | f2 = dask.delayed(LCancelBigNumComputer().set_trade_progress)(code, |
| | | buy_progress_index, |
| | | total_datas) |
| | | f3 = dask.delayed( |
| | | deal_big_money_manager.DealComputeProgressManager().set_trade_progress)( |
| | | code, |
| | | buy_progress_index, |
| | | total_datas, |
| | | num_operate_map) |
| | | # f3 = dask.delayed( |
| | | # deal_big_money_manager.DealComputeProgressManager().set_trade_progress)( |
| | | # code, |
| | | # buy_progress_index, |
| | | # total_datas, |
| | | # num_operate_map) |
| | | |
| | | f4 = dask.delayed( |
| | | SecondCancelBigNumComputer().set_transaction_index)( |
| | | code, |
| | | buy_progress_index) |
| | | |
| | | dask.compute(f2, f3, f4) |
| | | dask.compute(f2, f4) |
| | | else: |
| | | pass |
| | | except Exception as e: |
| | | hx_logger_l2_transaction.exception(e) |
| | | finally: |
| | | async_log_util.info(hx_logger_l2_transaction, f"处理用时:{int((time.time() - __start_time) * 1000)}") |
| | | async_log_util.info(hx_logger_l2_transaction, f"{code}处理用时:{int((time.time() - __start_time) * 1000)}") |
| | | |
| | | @classmethod |
| | | def l2_market_data(cls, code, data): |